A prediction-based behavioral model for financial markets. - László Gerencsér; Zalán Mátyás (ECC, 2003)

A stochastic feedback system model of a stock exchange. - László Gerencsér; Zalán Mátyás; János Száz (CDC/ECC, 2005)

Almost sure and Lq-convergence of the re-initialized BMP scheme. - László Gerencsér; Zalán Mátyás (CDC, 2007)

A behavioral stock market model. - László Gerencsér; Zalán Mátyás (Math. Methods Oper. Res., 2008)